主题：专业版参数优化问题

T:= time>093500  and  time<151300;

input:  e1(95,90,150,1) , e2(570,500,900,10) , p(6,1,10,1) , n(53,35,150,1),x(29,1,45,0.1),q(82,60,150,1),r(50,30,100,1),te(140,10,500,10);

ea1:=ma(c,e1);

ea2:=ma(c,e2);

eama1:= EMA(ea1,p);

eama2:= EMA(ea2,n);

ss:=1;

ter:=(HHV(HIGH,e2)-LLV(LOW,e2))/hhv(h,e2)*10000;

aa:= AVGENTERPRICE;

ddsd:=  ter>te  and  holding=0  and  cross(eama1,eama2)  and  T;

    

    if  ddsd then

begin

        sellshort(holding<0,0,thisclose);

buy(1,ss,thisclose);

END

      ddzy:=   eama1>eama2  and  (HIGH-aa)>=q/10  and   T;

      

      If ddzy then

 begin

 sell(1,ss,MARKETR);

 END

      ddzs:= LOW<aa-r/10   and   holding>0 ;

            

            if ddzs then

            begin

            sell(1,ss,MARKETR);

            end

kdsd:= ter>te  and  holding=0  and  cross(eama2,eama1)  and  T;

  If kdsd then

begin

sell(holding>0,0,thisclose);

buyshort(1,ss,thisclose);

end

          

          kdzy1:= holding<0 and c<enterprice-q/10  and  ter>Te;

          kdzy2:= eama1<eama2 and T;

          kdzy3:= kdzy1 and kdzy2;

          kdzs1:= holding<0 and c>enterprice + r/10;

       if kdzy3 then sellshort(1,0,MARKETR);

          if kdzs1 then sellshort(1,0,MARKETR);

 

SELL(TIME>151300  AND  HOLDING>0,0,thisclose);

sellshort(time>151300  and  holding<0,0,thisclose);

当前持仓:HOLDING,COLORGRAY,LINETHICK0;

当前资产:ASSET,NOAXIS,COLORGRAY;

上次开仓价:ENTERPRICE,colorgray,LINETHICK0;